Hurst指数择时 Hurst index based time selection strateg

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Hurst index based time selection strategy code, using China's certificate 800 data back test

Packet file list

(Preview for download)

Filename	Size	Update
Hurst指数择时\HurstCompute.m	1235	2018-01-26
Hurst指数择时\HurstFactorization.m	479	2018-01-26
Hurst指数择时\Hurst择时中证800交易策略.xlsx	122348	2018-01-27
Hurst指数择时\MA.m	1404	2014-05-18
Hurst指数择时\Main.m	681	2018-01-27
Hurst指数择时\StrategyBackTest.m	1054	2018-01-27
Hurst指数择时\StrategyTest.m	1604	2018-01-27
Hurst指数择时\中证800.xlsx	190731	2018-01-26
Hurst指数择时\基于Hurst指数切换的行业轮动策略.pdf	2423970	2018-01-26
Hurst指数择时\局部hurst指数在中国股市中的应用.pdf	1252052	2018-01-26
Hurst指数择时	0	2018-01-27

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